Structured doubling Algorithm for solving a class of Singular Riccati equations
碩士 === 國立清華大學 === 數學系 === 96 === First of all, we summarize the square-root algorithm (SQR) for singular discretetime Riccati difference equation (DRDE). And we will discuss the structure-preserving doubling algorithms (SDAs) for the symmetric positive semidefinite solution to singular version of th...
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| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55790403051381799224 |
| Summary: | 碩士 === 國立清華大學 === 數學系 === 96 === First of all, we summarize the square-root algorithm (SQR) for singular discretetime Riccati difference equation (DRDE). And we will discuss the structure-preserving doubling algorithms (SDAs) for the symmetric positive semidefinite solution to singular version of the discrete-time algebraic Riccati equation (DARE). Recently, doubling algorithms have been revived for DARE because of their nice numerical behavior, and we will compare the numerical behavior of SDA algorithm with SQR in some examples.
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